Help Troubleshooting Linked Server Speed

I have a SQL 2000 Server(S1) and I've setup a Linked Server to another SQL 2000 Server(S2). On S1 I have a view that issues a query against S2. It takes 20 seconds to return the result set. However if I setup the same Linked Server on a third SQL 2000 Server(S3), and create the same view, the query returns the result set in 1 second. I've tried running profiles and checked Client/Network Utility settings and server settings, and all appear to be identical. I'm at a loss to this point on how to further troubleshoot this problem. Additionally, one strange item that I've noticed is when I SET STATISTICS PROFILE ON before I run the query to query the view I get different results on S1 as I do on S3. It appears that S1 is doing more work than S3. I get 10 rows return on S1 and only 2 Rows returned on S3. I feel like there is a setting somewhere that I just can't find. Any help would be greatly appreciated.